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The Resource Finitary probabilistic methods in econophysics, Ubaldo Garibaldi, Enrico Scalas

Finitary probabilistic methods in econophysics, Ubaldo Garibaldi, Enrico Scalas

Label
Finitary probabilistic methods in econophysics
Title
Finitary probabilistic methods in econophysics
Statement of responsibility
Ubaldo Garibaldi, Enrico Scalas
Creator
Contributor
Subject
Language
eng
Summary
"Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject; discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book"--
Assigning source
Provided by publisher
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Garibaldi, Ubaldo
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Scalas, Enrico
http://library.link/vocab/subjectName
  • Economics
  • Statistical physics
  • Economics
  • Physics
  • Econometrics
Label
Finitary probabilistic methods in econophysics, Ubaldo Garibaldi, Enrico Scalas
Instantiates
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
1. Introductory remarks; 2. Individual and statistical descriptions; 3. Probability and events; 4. Finite random variables and stochastic processes; 5. The Pólya process; 6. Time evolution and finite Markov chains; 7. The Ehrenfest-Brillouin model; 8. Applications to stylized models in economics; . Finitary characterization of the Ewens sampling formula; 10. The Zipf-Simon-Yule process; Index
Control code
FIEB16756381
Dimensions
26cm.
Extent
xiv, 327 pages
Isbn
9780521515597
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)607986329
Label
Finitary probabilistic methods in econophysics, Ubaldo Garibaldi, Enrico Scalas
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
1. Introductory remarks; 2. Individual and statistical descriptions; 3. Probability and events; 4. Finite random variables and stochastic processes; 5. The Pólya process; 6. Time evolution and finite Markov chains; 7. The Ehrenfest-Brillouin model; 8. Applications to stylized models in economics; . Finitary characterization of the Ewens sampling formula; 10. The Zipf-Simon-Yule process; Index
Control code
FIEB16756381
Dimensions
26cm.
Extent
xiv, 327 pages
Isbn
9780521515597
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)607986329

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